Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 521,038 CHF | 524,038 CHF | 100.00% | 100.00% |
19/11/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 514,102 CHF | 517,102 CHF | 100.00% | 100.00% |
18/11/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 526,615 CHF | 529,615 CHF | 100.00% | 100.00% |
15/11/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 530,516 CHF | 533,516 CHF | 98.67% | 98.67% |
14/11/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 532,988 CHF | 535,988 CHF | 99.79% | 99.79% |
13/11/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 514,707 CHF | 517,707 CHF | 100.00% | 100.00% |
12/11/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 511,335 CHF | 514,335 CHF | 100.00% | 100.00% |
11/11/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 504,749 CHF | 507,749 CHF | 100.00% | 100.00% |
08/11/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 483,525 CHF | 486,525 CHF | 100.00% | 100.00% |
07/11/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 491,666 CHF | 494,666 CHF | 100.00% | 100.00% |